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author | jofret | 2009-04-28 07:17:00 +0000 |
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committer | jofret | 2009-04-28 07:17:00 +0000 |
commit | 8c8d2f518968ce7057eec6aa5cd5aec8faab861a (patch) | |
tree | 3dd1788b71d6a3ce2b73d2d475a3133580e17530 /src/lib/lapack/dlagv2.f | |
parent | 9f652ffc16a310ac6641a9766c5b9e2671e0e9cb (diff) | |
download | scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.gz scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.tar.bz2 scilab2c-8c8d2f518968ce7057eec6aa5cd5aec8faab861a.zip |
Moving lapack to right place
Diffstat (limited to 'src/lib/lapack/dlagv2.f')
-rw-r--r-- | src/lib/lapack/dlagv2.f | 287 |
1 files changed, 0 insertions, 287 deletions
diff --git a/src/lib/lapack/dlagv2.f b/src/lib/lapack/dlagv2.f deleted file mode 100644 index 15bcb0b9..00000000 --- a/src/lib/lapack/dlagv2.f +++ /dev/null @@ -1,287 +0,0 @@ - SUBROUTINE DLAGV2( A, LDA, B, LDB, ALPHAR, ALPHAI, BETA, CSL, SNL, - $ CSR, SNR ) -* -* -- LAPACK auxiliary routine (version 3.1) -- -* Univ. of Tennessee, Univ. of California Berkeley and NAG Ltd.. -* November 2006 -* -* .. Scalar Arguments .. - INTEGER LDA, LDB - DOUBLE PRECISION CSL, CSR, SNL, SNR -* .. -* .. Array Arguments .. - DOUBLE PRECISION A( LDA, * ), ALPHAI( 2 ), ALPHAR( 2 ), - $ B( LDB, * ), BETA( 2 ) -* .. -* -* Purpose -* ======= -* -* DLAGV2 computes the Generalized Schur factorization of a real 2-by-2 -* matrix pencil (A,B) where B is upper triangular. This routine -* computes orthogonal (rotation) matrices given by CSL, SNL and CSR, -* SNR such that -* -* 1) if the pencil (A,B) has two real eigenvalues (include 0/0 or 1/0 -* types), then -* -* [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ] -* [ 0 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ] -* -* [ b11 b12 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ] -* [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ], -* -* 2) if the pencil (A,B) has a pair of complex conjugate eigenvalues, -* then -* -* [ a11 a12 ] := [ CSL SNL ] [ a11 a12 ] [ CSR -SNR ] -* [ a21 a22 ] [ -SNL CSL ] [ a21 a22 ] [ SNR CSR ] -* -* [ b11 0 ] := [ CSL SNL ] [ b11 b12 ] [ CSR -SNR ] -* [ 0 b22 ] [ -SNL CSL ] [ 0 b22 ] [ SNR CSR ] -* -* where b11 >= b22 > 0. -* -* -* Arguments -* ========= -* -* A (input/output) DOUBLE PRECISION array, dimension (LDA, 2) -* On entry, the 2 x 2 matrix A. -* On exit, A is overwritten by the ``A-part'' of the -* generalized Schur form. -* -* LDA (input) INTEGER -* THe leading dimension of the array A. LDA >= 2. -* -* B (input/output) DOUBLE PRECISION array, dimension (LDB, 2) -* On entry, the upper triangular 2 x 2 matrix B. -* On exit, B is overwritten by the ``B-part'' of the -* generalized Schur form. -* -* LDB (input) INTEGER -* THe leading dimension of the array B. LDB >= 2. -* -* ALPHAR (output) DOUBLE PRECISION array, dimension (2) -* ALPHAI (output) DOUBLE PRECISION array, dimension (2) -* BETA (output) DOUBLE PRECISION array, dimension (2) -* (ALPHAR(k)+i*ALPHAI(k))/BETA(k) are the eigenvalues of the -* pencil (A,B), k=1,2, i = sqrt(-1). Note that BETA(k) may -* be zero. -* -* CSL (output) DOUBLE PRECISION -* The cosine of the left rotation matrix. -* -* SNL (output) DOUBLE PRECISION -* The sine of the left rotation matrix. -* -* CSR (output) DOUBLE PRECISION -* The cosine of the right rotation matrix. -* -* SNR (output) DOUBLE PRECISION -* The sine of the right rotation matrix. -* -* Further Details -* =============== -* -* Based on contributions by -* Mark Fahey, Department of Mathematics, Univ. of Kentucky, USA -* -* ===================================================================== -* -* .. Parameters .. - DOUBLE PRECISION ZERO, ONE - PARAMETER ( ZERO = 0.0D+0, ONE = 1.0D+0 ) -* .. -* .. Local Scalars .. - DOUBLE PRECISION ANORM, ASCALE, BNORM, BSCALE, H1, H2, H3, QQ, - $ R, RR, SAFMIN, SCALE1, SCALE2, T, ULP, WI, WR1, - $ WR2 -* .. -* .. External Subroutines .. - EXTERNAL DLAG2, DLARTG, DLASV2, DROT -* .. -* .. External Functions .. - DOUBLE PRECISION DLAMCH, DLAPY2 - EXTERNAL DLAMCH, DLAPY2 -* .. -* .. Intrinsic Functions .. - INTRINSIC ABS, MAX -* .. -* .. Executable Statements .. -* - SAFMIN = DLAMCH( 'S' ) - ULP = DLAMCH( 'P' ) -* -* Scale A -* - ANORM = MAX( ABS( A( 1, 1 ) )+ABS( A( 2, 1 ) ), - $ ABS( A( 1, 2 ) )+ABS( A( 2, 2 ) ), SAFMIN ) - ASCALE = ONE / ANORM - A( 1, 1 ) = ASCALE*A( 1, 1 ) - A( 1, 2 ) = ASCALE*A( 1, 2 ) - A( 2, 1 ) = ASCALE*A( 2, 1 ) - A( 2, 2 ) = ASCALE*A( 2, 2 ) -* -* Scale B -* - BNORM = MAX( ABS( B( 1, 1 ) ), ABS( B( 1, 2 ) )+ABS( B( 2, 2 ) ), - $ SAFMIN ) - BSCALE = ONE / BNORM - B( 1, 1 ) = BSCALE*B( 1, 1 ) - B( 1, 2 ) = BSCALE*B( 1, 2 ) - B( 2, 2 ) = BSCALE*B( 2, 2 ) -* -* Check if A can be deflated -* - IF( ABS( A( 2, 1 ) ).LE.ULP ) THEN - CSL = ONE - SNL = ZERO - CSR = ONE - SNR = ZERO - A( 2, 1 ) = ZERO - B( 2, 1 ) = ZERO -* -* Check if B is singular -* - ELSE IF( ABS( B( 1, 1 ) ).LE.ULP ) THEN - CALL DLARTG( A( 1, 1 ), A( 2, 1 ), CSL, SNL, R ) - CSR = ONE - SNR = ZERO - CALL DROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL ) - CALL DROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL ) - A( 2, 1 ) = ZERO - B( 1, 1 ) = ZERO - B( 2, 1 ) = ZERO -* - ELSE IF( ABS( B( 2, 2 ) ).LE.ULP ) THEN - CALL DLARTG( A( 2, 2 ), A( 2, 1 ), CSR, SNR, T ) - SNR = -SNR - CALL DROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR ) - CALL DROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR ) - CSL = ONE - SNL = ZERO - A( 2, 1 ) = ZERO - B( 2, 1 ) = ZERO - B( 2, 2 ) = ZERO -* - ELSE -* -* B is nonsingular, first compute the eigenvalues of (A,B) -* - CALL DLAG2( A, LDA, B, LDB, SAFMIN, SCALE1, SCALE2, WR1, WR2, - $ WI ) -* - IF( WI.EQ.ZERO ) THEN -* -* two real eigenvalues, compute s*A-w*B -* - H1 = SCALE1*A( 1, 1 ) - WR1*B( 1, 1 ) - H2 = SCALE1*A( 1, 2 ) - WR1*B( 1, 2 ) - H3 = SCALE1*A( 2, 2 ) - WR1*B( 2, 2 ) -* - RR = DLAPY2( H1, H2 ) - QQ = DLAPY2( SCALE1*A( 2, 1 ), H3 ) -* - IF( RR.GT.QQ ) THEN -* -* find right rotation matrix to zero 1,1 element of -* (sA - wB) -* - CALL DLARTG( H2, H1, CSR, SNR, T ) -* - ELSE -* -* find right rotation matrix to zero 2,1 element of -* (sA - wB) -* - CALL DLARTG( H3, SCALE1*A( 2, 1 ), CSR, SNR, T ) -* - END IF -* - SNR = -SNR - CALL DROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR ) - CALL DROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR ) -* -* compute inf norms of A and B -* - H1 = MAX( ABS( A( 1, 1 ) )+ABS( A( 1, 2 ) ), - $ ABS( A( 2, 1 ) )+ABS( A( 2, 2 ) ) ) - H2 = MAX( ABS( B( 1, 1 ) )+ABS( B( 1, 2 ) ), - $ ABS( B( 2, 1 ) )+ABS( B( 2, 2 ) ) ) -* - IF( ( SCALE1*H1 ).GE.ABS( WR1 )*H2 ) THEN -* -* find left rotation matrix Q to zero out B(2,1) -* - CALL DLARTG( B( 1, 1 ), B( 2, 1 ), CSL, SNL, R ) -* - ELSE -* -* find left rotation matrix Q to zero out A(2,1) -* - CALL DLARTG( A( 1, 1 ), A( 2, 1 ), CSL, SNL, R ) -* - END IF -* - CALL DROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL ) - CALL DROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL ) -* - A( 2, 1 ) = ZERO - B( 2, 1 ) = ZERO -* - ELSE -* -* a pair of complex conjugate eigenvalues -* first compute the SVD of the matrix B -* - CALL DLASV2( B( 1, 1 ), B( 1, 2 ), B( 2, 2 ), R, T, SNR, - $ CSR, SNL, CSL ) -* -* Form (A,B) := Q(A,B)Z' where Q is left rotation matrix and -* Z is right rotation matrix computed from DLASV2 -* - CALL DROT( 2, A( 1, 1 ), LDA, A( 2, 1 ), LDA, CSL, SNL ) - CALL DROT( 2, B( 1, 1 ), LDB, B( 2, 1 ), LDB, CSL, SNL ) - CALL DROT( 2, A( 1, 1 ), 1, A( 1, 2 ), 1, CSR, SNR ) - CALL DROT( 2, B( 1, 1 ), 1, B( 1, 2 ), 1, CSR, SNR ) -* - B( 2, 1 ) = ZERO - B( 1, 2 ) = ZERO -* - END IF -* - END IF -* -* Unscaling -* - A( 1, 1 ) = ANORM*A( 1, 1 ) - A( 2, 1 ) = ANORM*A( 2, 1 ) - A( 1, 2 ) = ANORM*A( 1, 2 ) - A( 2, 2 ) = ANORM*A( 2, 2 ) - B( 1, 1 ) = BNORM*B( 1, 1 ) - B( 2, 1 ) = BNORM*B( 2, 1 ) - B( 1, 2 ) = BNORM*B( 1, 2 ) - B( 2, 2 ) = BNORM*B( 2, 2 ) -* - IF( WI.EQ.ZERO ) THEN - ALPHAR( 1 ) = A( 1, 1 ) - ALPHAR( 2 ) = A( 2, 2 ) - ALPHAI( 1 ) = ZERO - ALPHAI( 2 ) = ZERO - BETA( 1 ) = B( 1, 1 ) - BETA( 2 ) = B( 2, 2 ) - ELSE - ALPHAR( 1 ) = ANORM*WR1 / SCALE1 / BNORM - ALPHAI( 1 ) = ANORM*WI / SCALE1 / BNORM - ALPHAR( 2 ) = ALPHAR( 1 ) - ALPHAI( 2 ) = -ALPHAI( 1 ) - BETA( 1 ) = ONE - BETA( 2 ) = ONE - END IF -* - RETURN -* -* End of DLAGV2 -* - END |